Journal of Economic Dynamics and Control

1979 - 2025

Current editor(s): J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok

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Volume 138, issue C, 2022

A theory of procyclical market liquidity

Günter Strobl

The macroeconomics of testing and quarantining

Martin S. Eichenbaum, Sergio Rebelo and Mathias Trabandt

Optimal allocations to heterogeneous agents with an application to stimulus checks

Vegard M. Nygaard, Bent Sorensen and Fan Wang

Global trade and GDP comovement

François de Soyres and Alexandre Gaillard

Option-implied lottery demand and IPO returns

Maik Dierkes, Jan Krupski and Sebastian Schroen

Working, consuming, and dying: Quantifying the diversity in the american experience

Chadwick Curtis, Julio Garín and Robert Lester

Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations

Madina Karamysheva and Anton Skrobotov

Solving linear rational expectations models in the presence of structural change: Some extensions

Michael Hatcher

Welfare implications of bank capital requirements under dynamic default decisions

Toshiaki Ogawa

Asset holdings, information aggregation in secondary markets and credit cycles

Henrique Basso

Out-of-equilibrium dynamics and excess volatility in firm networks

Théo Dessertaine, José Moran, Michael Benzaquen and Jean-Philippe Bouchaud

The decline in capital-skill complementarity

Gonzalo Castex, Sang-Wook Cho and Evgenia Dechter

Structural change and the skill premium in a global economy

Yang Xu

Multi-layered rational inattention and time-varying volatility

Stephan Hobler

Volume 137, issue C, 2022

Consumer payment choice and the heterogeneous impact of India’s demonetization

Ayushi Bajaj and Nikhil Damodaran

Asymmetries in risk premia, macroeconomic uncertainty and business cycles

Christoph Görtz and Mallory Yeromonahos

Competition and equilibrium effort choice

Jing Xu

Expected utility versus cumulative prospect theory in an evolutionary model of bargaining

Abhimanyu Khan

Backtesting macroprudential stress tests

Amanah Ramadiah, Daniel Fricke and Fabio Caccioli

The cyclicality of entry and exit: The role of imperfect information

Jinhee Woo

Disciplining expectations and the forward guidance puzzle

Tobias Müller, Kai Christoffel, Falk Mazelis and Carlos Montes-Galdón

Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis

Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Abootaleb Shirvani and Frank J. Fabozzi

Wealth management products, banking competition, and stability: Evidence from China

Xu Feng, Eva Lütkebohmert and Yajun Xiao

How do fiscal adjustments work? An empirical investigation

Madina Karamysheva

Inefficient relative price fluctuations

Daeha Cho and Kwang Hwan Kim

Computing time-consistent equilibria: A perturbation approach

Richard Dennis

Contagion accounting in stress-testing

Iñaki Aldasoro, Anne-Caroline Hüser and Christoffer Kok

The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises

Fei Shang

Volume 136, issue C, 2022

Time to build and bond risk premia

Bin Guo, Fuzhe Huang and Kai Li

What drives intraday reversal? illiquidity or liquidity oversupply?

Junqing Kang, Shen Lin and Xiong Xiong

A unified approach for jointly estimating the business and financial cycle, and the role of financial factors

Tino Berger, Julia Richter and Benjamin Wong

Welfare effects of business cycles and monetary policies in a small open emerging economy

Jolan Mohimont

Far away from home: Investors’ underreaction to geographically dispersed information

Zilin Chen, Liya Chu, Dawei Liang and Jun Tu

Decomposing the output gap with inflation learning

Irina Panovska and Srikanth Ramamurthy

Volume 135, issue C, 2022

Search for profits and business fluctuations: How does banks’ behaviour explain cycles?

Emanuele Ciola, Edoardo Gaffeo and Mauro Gallegati

Number sense, trading decisions and mispricing: An experiment

Tristan Roger, Patrick Roger and Marc Willinger

Governance structure, technical change, and industry competition

Mattia Guerini, Philipp Harting and Mauro Napoletano

Deep learning classification: Modeling discrete labor choice

Lilia Maliar and Serguei Maliar

Asset prices and standing facilities in a monetary economy

Tarishi Matsuoka

Managing macroeconomic fluctuations with flexible exchange rate targeting

Jonas Heipertz, Ilian Mihov and Ana Maria Santacreu

A reconsideration of money growth rules

Michael Belongia and Peter Ireland

Volume 134, issue C, 2022

Technology, demand, and productivity: What an industry model tells us about business cycles

Zuzana Molnarova and Michael Reiter

Optimal energy transition with variable and intermittent renewable electricity generation

Aude Pommeret and Katheline Schubert

Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets

Jonathan Davis, Kevin X.D. Huang and Ayse Sapci

Robust investment strategies with two risky assets

Qian Lin, Yulei Luo and Xianming Sun

The stock implied volatility and the implied dividend volatility

Enoch Quaye and Radu Tunaru

Comparison of local projection estimators for proxy vector autoregressions

Martin Bruns and Helmut Lütkepohl

A neural network ensemble approach for GDP forecasting

Luigi Longo, Massimo Riccaboni and Armando Rungi

Inflation anchoring and growth: The role of credit constraints

Sangyup Choi, Davide Furceri, Prakash Loungani and Myungkyu Shim

Order scoring, bandit learning and order cancellations

Xuefeng Gao and Tianrun Xu

Smart products: Liability, investments in product safety, and the timing of market introduction

Herbert Dawid and Gerd Muehlheusser

Preference heterogeneity and optimal monetary policy

Burak Uras and Hugo van Buggenum

Media-expressed tone, option characteristics, and stock return predictability

Cathy Yi-Hsuan Chen, Matthias Fengler, Wolfgang Härdle and Yanchu Liu

Shilnikov chaos, low interest rates, and New Keynesian macroeconomics

William Barnett, Giovanni Bella, Taniya Ghosh, Paolo Mattana and Beatrice Venturi